NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 52.80 50.87 -1.93 -3.7% 53.00
High 52.80 52.90 0.10 0.2% 53.81
Low 50.71 50.87 0.16 0.3% 49.28
Close 50.71 52.18 1.47 2.9% 53.81
Range 2.09 2.03 -0.06 -2.9% 4.53
ATR 2.32 2.31 -0.01 -0.4% 0.00
Volume 7,861 8,670 809 10.3% 26,118
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.07 57.16 53.30
R3 56.04 55.13 52.74
R2 54.01 54.01 52.55
R1 53.10 53.10 52.37 53.56
PP 51.98 51.98 51.98 52.21
S1 51.07 51.07 51.99 51.53
S2 49.95 49.95 51.81
S3 47.92 49.04 51.62
S4 45.89 47.01 51.06
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.89 64.38 56.30
R3 61.36 59.85 55.06
R2 56.83 56.83 54.64
R1 55.32 55.32 54.23 56.08
PP 52.30 52.30 52.30 52.68
S1 50.79 50.79 53.39 51.55
S2 47.77 47.77 52.98
S3 43.24 46.26 52.56
S4 38.71 41.73 51.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.45 49.28 5.17 9.9% 2.43 4.7% 56% False False 6,914
10 56.29 49.28 7.01 13.4% 2.30 4.4% 41% False False 6,338
20 60.48 48.90 11.58 22.2% 2.17 4.2% 28% False False 4,769
40 60.48 44.75 15.73 30.1% 1.50 2.9% 47% False False 3,874
60 76.95 44.75 32.20 61.7% 1.52 2.9% 23% False False 3,264
80 94.32 44.75 49.57 95.0% 1.46 2.8% 15% False False 2,800
100 109.67 44.75 64.92 124.4% 1.31 2.5% 11% False False 2,321
120 123.71 44.75 78.96 151.3% 1.09 2.1% 9% False False 1,989
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.53
2.618 58.21
1.618 56.18
1.000 54.93
0.618 54.15
HIGH 52.90
0.618 52.12
0.500 51.89
0.382 51.65
LOW 50.87
0.618 49.62
1.000 48.84
1.618 47.59
2.618 45.56
4.250 42.24
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 52.08 52.58
PP 51.98 52.45
S1 51.89 52.31

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.